- Issuer
- CI
- Inception Date
- Sep 19, 2017
- Category
- Mid Cap Value Equities
- Leveraged
- 1x (No leverage)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
UMI.TO Performance Chart
CI U.S. MidCap Dividend Index ETF (UMI.TO) is up 8.4% since the beginning of the year. UMI.TO is currently trading at CA$36 per share. Investors who bought CA$1,000 worth of UMI.TO shares 5 years ago would now be looking at an investment worth CA$1,388.
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Returns By Period
CI U.S. MidCap Dividend Index ETF (UMI.TO) has returned 8.40% so far this year and 13.11% over the past 12 months.
CI U.S. MidCap Dividend Index ETF
- 1D
- 0.70%
- 1M
- 1.96%
- YTD
- 8.40%
- 6M
- 8.28%
- 1Y
- 13.11%
- 3Y*
- 11.51%
- 5Y*
- 6.77%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.93%
- 1M
- 1.99%
- YTD
- 13.67%
- 6M
- 12.89%
- 1Y
- 25.52%
- 3Y*
- 21.80%
- 5Y*
- 14.76%
- 10Y*
- 14.61%
UMI.TO Monthly Returns History
Based on dividend-adjusted daily data since Nov 30, 2017, UMI.TO's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Mar 2020 at -26.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, UMI.TO closed higher 41% of trading days. The best single day was Mar 25, 2020 with a return of +20.1%, while the worst single day was Mar 18, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.97% | 4.35% | -7.78% | 6.11% | 1.11% | 1.96% | 8.40% | ||||||
| 2025 | 3.95% | -2.75% | -4.23% | -3.43% | 3.48% | 1.83% | 1.43% | 3.91% | -0.94% | -3.28% | 2.93% | 0.37% | 2.81% |
| 2024 | -0.36% | 0.46% | 6.56% | -4.81% | 2.99% | -2.28% | 7.53% | -0.33% | 2.61% | 0.73% | 7.84% | -8.38% | 11.84% |
| 2023 | 7.97% | -2.29% | -5.01% | -0.07% | -4.29% | 7.22% | 5.24% | -2.46% | -4.12% | -4.81% | 8.82% | 8.03% | 13.17% |
| 2022 | -3.28% | 0.81% | 3.22% | -5.22% | 2.46% | -9.81% | 7.10% | -0.14% | -8.79% | 10.14% | 3.96% | -5.38% | -6.84% |
| 2021 | 0.97% | 7.16% | 7.07% | 3.38% | 1.91% | -2.10% | 0.48% | 1.81% | -2.04% | 3.30% | -1.77% | 4.93% | 27.52% |
Benchmark Metrics
CI U.S. MidCap Dividend Index ETF has an annualized alpha of 1.15%, beta of 0.42, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since November 30, 2017.
- This ETF participated in 112.14% of S&P 500 Index downside but only 77.87% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.42 may look defensive, but with R2 of 0.16 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.16 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.15%
- Beta
- 0.42
- R²
- 0.16
- Upside Capture
- 77.87%
- Downside Capture
- 112.14%
Return for Risk
Risk / Return Rank
UMI.TO ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CI U.S. MidCap Dividend Index ETF (UMI.TO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UMI.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.79 | -1.22 |
| Martin ratioReturn relative to average drawdown | 4.84 | 10.35 | -5.51 |
Dividends
Dividend History
CI U.S. MidCap Dividend Index ETF provided a 2.37% dividend yield over the last twelve months, with an annual payout of CA$0.86 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.86 | CA$0.88 | CA$0.70 | CA$0.74 | CA$0.84 | CA$0.55 | CA$0.54 | CA$0.68 | CA$0.54 |
Dividend yield | 2.37% | 2.60% | 2.09% | 2.42% | 3.01% | 1.79% | 2.18% | 2.47% | 2.31% |
Monthly Dividends
The table displays the monthly dividend distributions for CI U.S. MidCap Dividend Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.35 | ||||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.00 | CA$0.00 | CA$0.32 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.88 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.25 | CA$0.70 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.74 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.48 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.84 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.55 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CI U.S. MidCap Dividend Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CI U.S. MidCap Dividend Index ETF was 48.08%, occurring on Mar 23, 2020. Recovery took 235 trading sessions.
The current CI U.S. MidCap Dividend Index ETF drawdown is 0.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -48.08%Mar 2020 | 1mo 29d | 11mo 13d | 1y 1moJan 2020 - Mar 2021 |
2025 selloff2025 | -22.03%Apr 2025 | 4mo 13d | 10mo 6d | 1y 2moNov 2024 - Feb 2026 |
Rate-hike selloffLate 2018 | -18.75%Dec 2018 | 3mo 27d | 10mo 17d | 1y 2moAug 2018 - Nov 2019 |
Bear market2022 | -16.08%Sep 2022 | 6mo 3d | 4mo 7d | 10mo 10dMar 2022 - Feb 2023 |
2023 correction2023 | -13.36%Jun 2023 | 3mo 25d | 6mo 16d | 10mo 11dFeb 2023 - Dec 2023 |
Drawdown Indicators
| UMI.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -48.87% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.17% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -22.03% | -19.59% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -23.14% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -9.64% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.47% | +0.57% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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